I got a good laugh yesterday evening; i watched The Bourne Identity with a female friend who was sitting on my right.

When the killer comes in the Paris apartment through the window, said friend is startled, puts her hands on her ears as "protection"; the machine gun starts firing in all directions, and from where i'm sitting, i hear one bullet going through her and hit the wall next to her.
i start laughing like crazy, but she does not know anything about all this because she's all concentrated on the action on the screen and she barely hears anything.

later on i tell her about this, and she remarks that she did not feel anything.

The moral of this story:
Blocking one's ears is seemingly as effective as a bullet proof jacket.